Téléchargez le livre : Tempered Stable Distributions

Tempered Stable Distributions

Stochastic Models for Multiscale Processes

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Éditeur :

Springer


Collection :

SpringerBriefs in Mathematics

Paru le : 2016-01-26



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Description
This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions. 


A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely heavy tails of these models are not realistic for most real world applications. The idea of using distributions that modify the tails of stable models to make them lighter seems to have originated in the influential paper of Mantegna and Stanley (1994). Since then, these distributions have been extended and generalized in a variety of ways. They have been applied to a wide variety of areas including mathematical finance, biostatistics,computer science, and physics.
Pages
118 pages
Collection
SpringerBriefs in Mathematics
Parution
2016-01-26
Marque
Springer
EAN papier
9783319249254
EAN PDF
9783319249278
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
11
Taille du fichier
1372 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
52,74 €
EAN EPUB
9783319249278
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
11
Taille du fichier
2017 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
52,74 €

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